| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,791.25 |
2,783.75 |
-7.50 |
-0.3% |
2,779.75 |
| High |
2,792.75 |
2,791.00 |
-1.75 |
-0.1% |
2,800.00 |
| Low |
2,770.00 |
2,765.50 |
-4.50 |
-0.2% |
2,770.00 |
| Close |
2,789.00 |
2,784.00 |
-5.00 |
-0.2% |
2,789.00 |
| Range |
22.75 |
25.50 |
2.75 |
12.1% |
30.00 |
| ATR |
25.25 |
25.27 |
0.02 |
0.1% |
0.00 |
| Volume |
1,550 |
1,335 |
-215 |
-13.9% |
7,637 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.75 |
2,845.75 |
2,798.00 |
|
| R3 |
2,831.25 |
2,820.25 |
2,791.00 |
|
| R2 |
2,805.75 |
2,805.75 |
2,788.75 |
|
| R1 |
2,794.75 |
2,794.75 |
2,786.25 |
2,800.25 |
| PP |
2,780.25 |
2,780.25 |
2,780.25 |
2,783.00 |
| S1 |
2,769.25 |
2,769.25 |
2,781.75 |
2,774.75 |
| S2 |
2,754.75 |
2,754.75 |
2,779.25 |
|
| S3 |
2,729.25 |
2,743.75 |
2,777.00 |
|
| S4 |
2,703.75 |
2,718.25 |
2,770.00 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.25 |
2,862.75 |
2,805.50 |
|
| R3 |
2,846.25 |
2,832.75 |
2,797.25 |
|
| R2 |
2,816.25 |
2,816.25 |
2,794.50 |
|
| R1 |
2,802.75 |
2,802.75 |
2,791.75 |
2,809.50 |
| PP |
2,786.25 |
2,786.25 |
2,786.25 |
2,789.75 |
| S1 |
2,772.75 |
2,772.75 |
2,786.25 |
2,779.50 |
| S2 |
2,756.25 |
2,756.25 |
2,783.50 |
|
| S3 |
2,726.25 |
2,742.75 |
2,780.75 |
|
| S4 |
2,696.25 |
2,712.75 |
2,772.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,800.00 |
2,765.50 |
34.50 |
1.2% |
19.50 |
0.7% |
54% |
False |
True |
1,347 |
| 10 |
2,800.00 |
2,747.00 |
53.00 |
1.9% |
20.25 |
0.7% |
70% |
False |
False |
1,014 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
24.50 |
0.9% |
86% |
False |
False |
1,139 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.2% |
27.50 |
1.0% |
92% |
False |
False |
963 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.6% |
34.25 |
1.2% |
93% |
False |
False |
1,041 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
34.50 |
1.2% |
87% |
False |
False |
880 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
38.75 |
1.4% |
68% |
False |
False |
768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.50 |
|
2.618 |
2,857.75 |
|
1.618 |
2,832.25 |
|
1.000 |
2,816.50 |
|
0.618 |
2,806.75 |
|
HIGH |
2,791.00 |
|
0.618 |
2,781.25 |
|
0.500 |
2,778.25 |
|
0.382 |
2,775.25 |
|
LOW |
2,765.50 |
|
0.618 |
2,749.75 |
|
1.000 |
2,740.00 |
|
1.618 |
2,724.25 |
|
2.618 |
2,698.75 |
|
4.250 |
2,657.00 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.00 |
2,783.25 |
| PP |
2,780.25 |
2,782.50 |
| S1 |
2,778.25 |
2,781.75 |
|